A robust whiteness test for the identification of discrete-time linear models: use of orthonormal transfer functions
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Cites work
- scientific article; zbMATH DE number 3083903 (Why is no real title available?)
- A central limit theorem for m-dependent random variables
- A generalized orthonormal basis for linear dynamical systems
- Bartlett's formulae -- closed forms and recurrent equations
- Closed-loop output error identification algorithms with predictors based on generalized orthonormal transfer functions: convergence conditions and bias distribution
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Kernel methods in system identification, machine learning and function estimation: a survey
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- On covariance function tests used in system identification
- α-Stability of systems governed by a functional differential equation— extension of results concerning linear delay systems
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